+242.5%
AMKR vs STLA
-4.1%
+246.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +10.0% | -13.8% | +23.8% | +18.0% |
| 30D | -19.4% | -10.5% | -8.9% | -15.6% |
| 3M | -37.4% | -28.9% | -8.5% | -27.7% |
| 6M | -51.5% | -49.7% | -1.7% | -33.8% |
| YTD | -8.1% | -64.9% | +56.8% | +44.5% |
| 1Y | +13.8% | -64.0% | +77.8% | +76.3% |
| 3Y | +59.4% | -77.4% | +136.8% | +200.6% |
| 5Y | +65.9% | -74.4% | +140.3% | +182.8% |
| All | +242.5% | -4.1% | +246.6% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling